A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
In this note we prove that reconstruction from magnitudes of frame coefficients (the so called "phase retrieval problem") can be performed using Lipschitz continuous maps. Specifically we show that when the nonlinear analysis map α:H→Rm is injective, with (α(x))k=∣<x,fk>∣2, where $…
The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function evaluations at locations carefully selected based on a posterior model. In this paper,…
Global stability bounds for matrix frames in phase retrieval problems.
problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.
A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…
The mean curvature flow is the gradient flow of volume functionals on the space of submanifolds. We prove a fundamental regularity result of the mean curvature flow in this paper: a Lipschitz submanifold with small local Lipschitz norm becomes smooth instantly along the mean curvature flow. This generalizes the regular…
In this work we compute lower Lipschitz bounds of ℓp pooling operators for p=1,2,∞ as well as ℓp pooling operators preceded by half-rectification layers. These give sufficient conditions for the design of invertible neural network layers. Numerical experiments on MNIST and image patches confirm tha…
The covariance of a stationary process X is diagonalized by a Fourier transform. It does not take into account the complex Fourier phase and defines Gaussian maximum entropy models. We introduce a general family of phase harmonic covariance moments, which rely on complex phases to capture non-Gaussian properties. The…
We prove longtime existence and estimates for solutions to a fully nonlinear Lagrangian parabolic equation with locally C1,1 initial data u0 satisfying either (1) −(1+η)In≤D2u0≤(1+η)In for some positive dimensional constant η, (2) u0 is weakly convex everywhere or (3) u0 satisfies a larg…
In this paper we show that two Lagrangian graphs over the torus in Cn with large Lagrangian phase can be connected via Lipschitz continuous geodesic with respect to the L2 metric on the space of Lagrangian submanifolds. In particular, the geodesic for Lagrangian graphs over the torus in Cn ca…
For free boundary problems on Euclidean spaces, the monotonicity formulas of Alt-Caffarelli-Friedman and Caffarelli-Jerison-Kenig are cornerstones for the regularity theory as well as the existence theory. In this article we establish the analogs of these results for the Laplace-Beltrami operator on Riemannian manifold…
Assume that f(s)=F′(s) where F is a double-well potential. Under certain conditions on the Lipschitz constant of f on [−1,1], we prove that arbitrary bounded global solutions of the semilinear equation Δu=f(u) on hyperbolic space $\HH^n$ must reduce to functions of one variable provided they admit asympto…
New method generates private synthetic data with optimal utility for smooth queries.
problem Achieving strong utility guarantees for meaningful downstream analysis of sensitive datasets.
method Proposes a polynomial-time algorithm for generating (ε,δ)-differentially private synthetic data with minimax optimal error rates for smooth queries.
result Achieves a minimax error rate of Ok,d(n−min{1,dk}) for k-smooth queries, up to a log(n) factor.
Enhances neural networks' robustness against adversarial samples without sacrificing clean sample generalization.
problem Limited generalization and time complexity of adversarial training.
method Feature Pyramid Decoder (FPD) framework that integrates denoising and image restoration modules into CNNs and constrains the Lipschitz constant.
result FPD-enhanced CNNs achieve sufficient robustness against general adversarial samples on various datasets.
The study examines the limitations of bi-Lipschitz Normalizing Flows in approximating certain distributions.
problem The expressivity of bi-Lipschitz Normalizing Flows in approximating specific target distributions.
method Characterization of expressivity through lower bounds on Total Variation distance and discussion of potential remedies.
result Several target distributions are difficult to approximate using bi-Lipschitz Normalizing Flows, and lower bounds on their approximation are provided.
We examine the impact of learning Lipschitz continuous models in the context of model-based reinforcement learning. We provide a novel bound on multi-step prediction error of Lipschitz models where we quantify the error using the Wasserstein metric. We go on to prove an error bound for the value-function estimate arisi…
We characterize locally Lipschitz mappings and existence of Lipschitz extensions through a first order nonlinear system of PDEs. We extend this study to graded group-valued Lipschitz mappings defined on compact Riemannian manifolds. Through a simple application, we emphasize the connection between these PDEs and the Ru…
We construct a smooth compact n-dimensional manifold Y with one point singularity such that all its Lipschitz homotopy groups are trivial, but Lipschitz mappings Lip(S^n,Y) are not dense in the Sobolev space W^{1,n}(S^n,Y). On the other hand we show that if a metric space Y is Lipschitz (n-1)-connected, then Lipschitz …
Paper investigates Lipschitz constants of self-attention modules in neural networks.
problem Lipschitz constants of self-attention modules in neural networks.
method Proved standard dot-product self-attention is not Lipschitz for unbounded input domain. Proposed L2 self-attention that is Lipschitz. Derived upper bound on L2 self-attention's Lipschitz constant.
result Proved standard self-attention is not Lipschitz for unbounded input domain and proposed an alternative L2 self-attention that is Lipschitz.